code for James-Stein for the Leading Eigenvector
This is object oriented python code for producing the boxplots of Figure 3 in the article "James-Stein for the Leading Eigenvector" by L. Goldberg and A. Kercheval.
SimulationJSE.py defines the class SimulationJSE to set up the model and data. jse-main.py is the main program that computes and displays the performance metrics from the generated data.
Code was run with Python 3.6.10 using Spyder 4.0.1.
Added 10/31/22: The file gps-main24.py produces the data in Table 1 of the paper. It imports the module simulationGPS3.py.